| September 2009 | Multiple Ratings and Credit Spreads
with Dion Bongaerts, K.J. Martijn Cremers: w15331
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| New Evidence on the First Financial Bubble
with Rik G.P. Frehen, K. Geert Rouwenhorst: w15332
|
| Risk Aversion and Clientele Effects
with Douglas W. Blackburn, Andrey D. Ukhov: w15333
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| The Subprime Crisis and House Price Appreciation
with Liang Peng, Jacqueline Yen: w15334
|
| November 2005 | The History of Corporate Ownership in China: State Patronage, Company Legislation, and the Issue of Control
with Elisabeth Koll
in A History of Corporate Governance around the World: Family Business Groups to Professional Managers, Randall K. Morck, editor
|
| April 2005 | British Investment Overseas 1870-1913: A Modern Portfolio Theory Approach
with Andrey Ukhov: w11266
|
| May 2004 | Soft Information, Hard Sell: The Role of Soft Information in the Pricing of Intellectual Property
with Vicente Pons-Sanz, S. Abraham Ravid: w10468
|
| March 2004 | Fibonacci and the Financial Revolution
w10352
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| Portfolio Diversification and City Agglomeration
with Massimo Massa, Andrei Simonov: w10343
|
| February 2003 | Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias
with Massimo Massa: w9499
|
| Fees on Fees in Funds of Funds
with Stephen J. Brown, Bing Liang: w9464
|
| Rain or Shine: Where is the Weather Effect?
with Ning Zhu: w9465
|
| Efficiency and the Bear: Short Sales and Markets around the World
with Ning Zhu, Arturo Bris: w9466
|
| Modeling and Measuring Russian Corporate Governance: The Case of Russian Preferred and Common Shares
with Matthew Spiegel, Andrey Ukhov: w9469
|
| Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows
with Stephen J. Brown, Takato Hiraki, Noriyoshi Shirishi, Masahiro Watanabe: w9470
|
| January 2003 | Does Governance Matter? The Case of Art Museums
with Sharon Oster
in The Governance of Not-for-Profit Organizations, Edward L. Glaeser, editor
|
| August 2002 | Sharpening Sharpe Ratios
with Jonathan Ingersoll, Matthew I. Spiegel, Ivo Welch: w9116
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| December 2001 | Equity Portfolio Diversification
with Alok Kumar: w8686
|
| November 2001 | Long-Term Global Market Correlations
with Lingfeng Li, K. Geert Rouwenhorst: w8612
|
| April 2001 | The Bias of the RSR Estimator and the Accuracy of Some Alternatives
with Liang Peng: t0270
|
| March 2001 | Hedge Funds With Style
with Stephen J. Brown: w8173
|
| February 2000 | A Century of Global Stock Markets
with Philippe Jorion: w7565
|
| Global Real Estate Markets - Cycles and Fundamentals
with Bradford Case, K. Geert Rouwenhorst: w7566
|
| Daily Momentum and Contrarian Behavior of Index Fund Investors
with Massimo Massa: w7567
|
| March 1999 | Pairs Trading: Performance of a Relative Value Arbitrage Rule
with Evan G. Galev, K. Geert Rouwenhorst: w7032
|
| Index Funds and Stock Market Growth
with Massimo Massa: w7033
|
| February 1998 | Positive Portfolio Factors
with Stephen J. Brown, Mark Grinblatt: w6412
|
| High Water Marks
with Jonathan Ingersoll, Jr., Stephen A. Ross: w6413
|
| Hedge Funds and the Asian Currency Crisis of 1997
with Stephen J. Brown, James Park: w6427
|
| January 1998 | The Japanese Open-End Fund Puzzle
with Stephen J. Brown, Takato Hiraki, Toshiyuki Otsuki, Noriyoshi Shiraishi: w6347
|
| January 1997 | A Century of Global Stock Markets
with Philippe Jorion: w5901
|
| Re-emerging Markets
with Philippe Jorion: w5906
|
| Offshore Hedge Funds: Survival and Performance 1989-1995
with Stephen J. Brown, Roger G. Ibbotson: w5909
|
